+148.9%
CVE vs AIG
+58.0%
+91.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.0% | +2.4% |
| 7D | +0.1% | +1.4% | -1.3% | -0.7% |
| 30D | -10.8% | +6.6% | -17.5% | -13.9% |
| 3M | -4.3% | +7.9% | -12.2% | -8.4% |
| 6M | -1.5% | +10.4% | -11.8% | -7.3% |
| YTD | +70.7% | -1.3% | +72.0% | +69.6% |
| 1Y | +58.1% | +11.5% | +46.6% | +45.9% |
| 3Y | +69.8% | +38.8% | +31.1% | +34.8% |
| 5Y | +148.9% | +57.8% | +91.1% | +74.4% |
| All | +148.9% | +58.0% | +91.0% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling